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Jang, Hyuna; Kim, Jong-Min; Noh, Hohsuk - In: Economic modelling 109 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013348254

Unit roots and long-run causality : investigating the relationship between output, money and interest rates

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Steady state adjusting trends using a data-driven local polynomial regression

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Decomposing changes in the conditional variance of GDP over time

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Testing for no cointegration in vector autoregressions with estimated degree of fractional integration

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Symbolic transfer entropy test for causality in longitudinal data

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Forecasting with Panel Data : Estimation Uncertainty Versus Parameter Heterogeneity

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We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with existing approaches. We conduct a systematic comparison of their predictive accuracy in settings with different cross-sectional (N) and time (T) dimensions and varying degrees of...

Persistent link: https://www.econbiz.de/10013292495

A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks

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